INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall Feb 2024 USD
ISIN: XS2696235865
STRIKE DATE: 27/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.020010840.35
Eurostoxx 504,885.74006168.26
Nikkei 22539,239.520064425.95
S&P 5005,078.18007744.06

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2696235865
NEXT POTENTIAL MATURITY DATE 27/08/2025

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jan 2024 USD
ISIN: DE000HD1SA50
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,630.570010840.35
S&P 5004,845.65007744.06
Nikkei 22536,286.710064425.95
Eurostoxx 504,648.40006168.26

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HD1SA50
NEXT POTENTIAL MATURITY DATE 31/01/2025

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jan 2024 GBP
ISIN: DE000HD1SA68
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit GmbH
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,630.570010840.35
S&P 5004,845.65007744.06
Nikkei 22536,286.710064425.95
Eurostoxx 504,648.40006168.26

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN DE000HD1SA68
NEXT POTENTIAL MATURITY DATE 31/01/2025

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall GBP Jan 2024
ISIN: XS2691681535
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB30,744.240049397.55
Nikkei 22536,286.710064425.95
Nasdaq 10017,137.240029935.59
Eurostoxx 504,648.40006168.26

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.825% Quarterly (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2691681535
NEXT POTENTIAL MATURITY DATE 31/01/2025

EXPAND CLOSE
BNP Global Growth Note Jan 2024 USD
ISIN: XS2703288816
STRIKE DATE: 31/01/2024
INDICATIVE PRICE: 142.20%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE 142.20% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,648.40006168.26
Nikkei 22536,286.710064425.95
S&P 5004,845.65007744.06

STRIKE DATE 31/01/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 160% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
P.A. RETURN
ISIN XS2703288816
NEXT POTENTIAL MATURITY DATE 31/01/2029

EXPAND CLOSE
BNP Paribas Capital Protected Income & Growth Feb 2024 USD
ISIN: XS2705282106
STRIKE DATE: 27/02/2024
INDICATIVE PRICE: 109.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 109.98% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.020010840.35
Eurostoxx 504,885.74006168.26
S&P 5005,078.18007744.06
Nikkei 22539,239.520064425.95

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2705282106
NEXT POTENTIAL MATURITY DATE 08/03/2027

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 USD
ISIN: XS2663312408
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: 99.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.51% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,564.11006168.26
FTSE 1007,527.670010840.35
Nikkei 22536,226.480064425.95
S&P 5004,868.55007744.06

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.12% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2663312408
NEXT POTENTIAL MATURITY DATE 24/01/2027

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Jan 2024 GBP
ISIN: XS2742620524
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.790037.7
UniCredit SpA26.995075.14
BBVA8.226022.99

STRIKE DATE 24/01/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 8.27% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.27% p.a.
ISIN XS2742620524
NEXT POTENTIAL MATURITY DATE 24/01/2025

    EXPAND CLOSE
    UniCredit 3 Year HSCEI Recovery Note USD Jan 2024
    ISIN: DE000HD1YLK1
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: 231.29%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 231.29% (as at 16/10/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    HSCEI12,382.08008103.27

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
    P.A. RETURN
    ISIN DE000HD1YLK1
    NEXT POTENTIAL MATURITY DATE 22/01/2027

    EXPAND CLOSE
    Morgan Stanley 85-60 Memory Income Autocall Jan 2024 GBP
    ISIN: XS2722730491
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,564.11006168.26
    Nikkei 22536,226.480064425.95
    S&P 5004,868.55007744.06

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.12% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.24% p.a.
    ISIN XS2722730491
    NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      UniCredit 85-60 Memory Income Autocall Jan 2024 GBP
      ISIN: DE000HD1WF67
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UniCredit
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,527.670010840.35
      Eurostoxx 504,564.11006168.26
      Nikkei 22536,226.480064425.95
      S&P 5004,868.55007744.06

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.47% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.94% p.a.
      ISIN DE000HD1WF67
      NEXT POTENTIAL MATURITY DATE 24/01/2025

        EXPAND CLOSE
        Barclays Major Markets Fixed Income Jan 2024 USD
        ISIN: XS2694376422
        STRIKE DATE: 24/01/2024
        INDICATIVE PRICE: 98.24%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 98.24% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,564.11006168.26
        S&P 5004,868.55007744.06
        Nikkei 22536,226.480064425.95

        STRIKE DATE 24/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2694376422
        NEXT POTENTIAL MATURITY DATE 25/01/2027

        EXPAND CLOSE
        Goldman Sachs Dual Index Capital Protected Accelerator Jan 2024 USD
        ISIN: XS2688781140
        STRIKE DATE: 24/01/2024
        INDICATIVE PRICE: 125.92%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 125.92% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,196.820014349.51
        Eurostoxx 504,564.11006168.26

        STRIKE DATE 24/01/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Participation Participation Rate: USD: 200% participation in the Equally Weighted Basket (Capped at 15% Growth: Max Return: 30%) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
        P.A. RETURN
        ISIN XS2688781140
        NEXT POTENTIAL MATURITY DATE 25/01/2027

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income feb 2024 USD
        ISIN: XS2662069504
        STRIKE DATE: 20/02/2024
        INDICATIVE PRICE: 100.67%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 100.67% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,760.28006168.26
        S&P 5004,975.51007744.06
        Nikkei 22538,363.610064425.95

        STRIKE DATE 20/02/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2662069504
        NEXT POTENTIAL MATURITY DATE 22/02/2027

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income feb 2024 GBP
        ISIN: XS2662069686
        STRIKE DATE: 20/02/2024
        INDICATIVE PRICE: 100.64%
        STATUS: Live
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE 100.64% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,760.28006168.26
        S&P 5004,975.51007744.06
        Nikkei 22538,363.610064425.95

        STRIKE DATE 20/02/2024
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN
        ISIN XS2662069686
        NEXT POTENTIAL MATURITY DATE 22/02/2027

        EXPAND CLOSE
        BBVA US Tech Low Hurdle Autocall Feb 2024 GBP
        ISIN: XS2695914981
        STRIKE DATE: 16/02/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet-C141.7600344.91
        Amazon.com169.5100254.76
        Meta Platform Inc473.3200736.72
        Tesla Motors199.9500

        STRIKE DATE 16/02/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 3.91% Quarterly (15.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 15.64% p.a.
        ISIN XS2695914981
        NEXT POTENTIAL MATURITY DATE 16/08/2024

        EXPAND CLOSE
        BBVA US Tech Low Hurdle Autocall Feb 2024 USD
        ISIN: XS2695914718
        STRIKE DATE: 16/02/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Alphabet-C141.7600344.91
        Amazon.com169.5100254.76
        Meta Platform Inc473.3200736.72
        Tesla Motors199.9500

        STRIKE DATE 16/02/2024
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 4.62% Quarterly (18.48% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 18.48% p.a.
        ISIN XS2695914718
        NEXT POTENTIAL MATURITY DATE 16/08/2024

        EXPAND CLOSE
        Goldman Sachs 7 Year Fixed Rate Note Jan 2024 ZAR
        ISIN: ZAE000330999
        STRIKE DATE: 17/01/2024
        INDICATIVE PRICE: 130.40%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY ZAR
        CURRENT PRICE 130.40% (as at 16/10/2026 10:16 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,403.08006168.26

        STRIKE DATE 17/01/2024
        RETURN & BARRIERS
        Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 191.75% Fixed Rate at Maturity if Underlying > Strike Level, 191.70% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
        P.A. RETURN
        ISIN ZAE000330999
        NEXT POTENTIAL MATURITY DATE 03/01/2031

        EXPAND CLOSE
        Citi European Banks 1 Year Fixed Income January 2024 EUR
        ISIN: XS2725158674
        STRIKE DATE: 19/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Citi
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG11.065037.7
        UniCredit SpA26.440075.14
        BBVA7.996022.99

        STRIKE DATE 19/01/2024
        RETURN & BARRIERS
        Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 7.25% p.a.
        ISIN XS2725158674
        NEXT POTENTIAL MATURITY DATE 20/01/2025

        EXPAND CLOSE
        BNP Paribas US Large Cap Memory Income Autocall Jan 2024 USD
        ISIN: XS2699282633
        STRIKE DATE: 18/01/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Starbucks Corp93.340096.88
        Carnival Corp17.280026.46
        Bank of America31.730051.7
        Tesla Motors211.8800

        STRIKE DATE 18/01/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 13.50% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.125% p.a.
        ISIN XS2699282633
        NEXT POTENTIAL MATURITY DATE 18/10/2024

        EXPAND CLOSE